Purple Valley Capital, Inc. : Diversified Trend 1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 17.05% Oct Performance 0.23% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 41.33% Sharpe (RFR=1%) 0.25 CAROR 3.26% Assets $ 1.8M Worst DD -69.77 S&P Correlation -0.09 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Oct Qtr 2019 1yr 3yr 5yr 10yr Since8/2008 Diversified Trend 1 0.23 0.64 -17.05 -3.46 -40.31 -56.30 -27.65 43.40 S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 190.12 134.34 +/- S&P 500 -1.81 -1.28 -38.21 -15.47 -81.72 -105.29 -217.76 -90.94 Strategy Description SummaryFounded in 2008 by Donald Wieczorek, Purple Valley Capital, Inc. (“PVC”) is an asset management firm that offers professional money management to institutions and high net worth individuals by trading a diverse group of futures markets. Our primary objective is to use our systematic... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $12.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 18% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 20.00% 1-3 Months 30.00% 1-30 Days 50.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Stock Indices 12.00% Currency Futures 11.00% Industrial Metals 11.00% Precious Metals 11.00% Energy 11.00% Grains 11.00% Interest Rates 11.00% Livestock 11.00% Softs 11.00% SummaryFounded in 2008 by Donald Wieczorek, Purple Valley Capital, Inc. (“PVC”) is an asset management firm that offers professional money management to institutions and high net worth individuals by trading a diverse group of futures markets. Our primary objective is to use our systematic risk management strategy to capture large market trends around the world in order to provide investors long-term capital appreciation with very low correlation to traditional investments. Please visit each section of the website to learn more about the benefits of diversifying your portfolio by investing with PVC.Investment StrategyPurple Valley Capital, Inc. utilizes a disciplined and systematic strategy to trade a wide array of global futures markets with the goal of capturing large persistent market trends. The strategy is highly diversified, trading over 40 markets, across many time frames, both long and short. The core of the investment program is to cut losing trades very quickly and systematically, ride winners, appropriately manage risk, and be consistent. Patience and discipline are essential while trading this program. The active risk control process seeks to protect capital and limit downside risk, while skewing returns and volatility to the upside. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -69.77 54 - 1/1/2015 7/1/2019 -47.56 31 14 4/1/2011 11/1/2013 -43.22 9 4 11/1/2009 8/1/2010 -17.46 5 1 11/1/2008 4/1/2009 -13.27 1 3 5/1/2009 6/1/2009 -2.10 1 1 9/1/2009 10/1/2009 -0.61 1 1 12/1/2010 1/1/2011 -0.52 1 1 2/1/2011 3/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 112.01 4 9/1/2010 12/1/2010 93.39 6 8/1/2014 1/1/2015 73.94 4 8/1/2008 11/1/2008 38.24 1 5/1/2009 5/1/2009 31.64 4 10/1/2017 1/1/2018 27.26 1 11/1/2009 11/1/2009 24.84 1 8/1/2019 8/1/2019 24.45 3 4/1/2013 6/1/2013 22.12 5 12/1/2013 4/1/2014 18.18 1 4/1/2016 4/1/2016 18.00 1 2/1/2011 2/1/2011 17.60 3 7/1/2009 9/1/2009 17.05 1 8/1/2011 8/1/2011 16.38 2 11/1/2018 12/1/2018 15.27 1 5/1/2012 5/1/2012 14.72 2 8/1/2018 9/1/2018 14.14 2 7/1/2012 8/1/2012 13.76 3 4/1/2019 6/1/2019 13.64 1 4/1/2011 4/1/2011 13.30 1 7/1/2015 7/1/2015 12.48 1 2/1/2012 2/1/2012 11.12 1 6/1/2014 6/1/2014 10.72 1 11/1/2015 11/1/2015 8.24 1 2/1/2019 2/1/2019 6.68 2 12/1/2012 1/1/2013 6.04 2 5/1/2010 6/1/2010 4.82 1 6/1/2018 6/1/2018 4.45 1 9/1/2015 9/1/2015 4.33 1 2/1/2016 2/1/2016 4.06 2 10/1/2016 11/1/2016 3.34 1 8/1/2013 8/1/2013 3.14 1 2/1/2009 2/1/2009 3.01 1 7/1/2016 7/1/2016 2.15 1 3/1/2015 3/1/2015 1.48 1 11/1/2011 11/1/2011 0.86 1 4/1/2017 4/1/2017 0.68 1 7/1/2017 7/1/2017 0.23 1 10/1/2019 10/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -38.02 4 2/1/2018 5/1/2018 -35.10 5 12/1/2009 4/1/2010 -27.90 3 5/1/2011 7/1/2011 -26.12 3 9/1/2013 11/1/2013 -23.29 3 4/1/2015 6/1/2015 -21.74 2 9/1/2011 10/1/2011 -21.63 2 8/1/2016 9/1/2016 -19.57 1 9/1/2019 9/1/2019 -17.50 2 7/1/2010 8/1/2010 -17.43 1 7/1/2019 7/1/2019 -16.71 1 10/1/2018 10/1/2018 -16.59 1 3/1/2016 3/1/2016 -16.31 2 5/1/2016 6/1/2016 -15.83 1 10/1/2015 10/1/2015 -15.41 2 2/1/2013 3/1/2013 -14.78 3 9/1/2012 11/1/2012 -13.64 2 12/1/2008 1/1/2009 -13.27 1 6/1/2009 6/1/2009 -12.08 1 3/1/2019 3/1/2019 -11.55 1 6/1/2012 6/1/2012 -11.36 4 12/1/2016 3/1/2017 -10.36 2 12/1/2015 1/1/2016 -8.73 2 8/1/2017 9/1/2017 -8.15 2 3/1/2012 4/1/2012 -8.09 1 5/1/2014 5/1/2014 -8.00 1 7/1/2013 7/1/2013 -7.79 1 1/1/2019 1/1/2019 -7.44 1 7/1/2014 7/1/2014 -7.32 2 3/1/2009 4/1/2009 -6.24 2 5/1/2017 6/1/2017 -5.65 1 2/1/2015 2/1/2015 -4.60 1 7/1/2018 7/1/2018 -3.20 2 12/1/2011 1/1/2012 -2.10 1 10/1/2009 10/1/2009 -0.67 1 8/1/2015 8/1/2015 -0.61 1 1/1/2011 1/1/2011 -0.52 1 3/1/2011 3/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods135.00133.00130.00124.00118.00112.00100.0088.0076.00 Percent Profitable50.3745.1144.6238.7140.6848.2153.0056.8244.74 Average Period Return0.932.554.047.227.5211.6111.8511.8920.33 Average Gain9.4618.7826.6747.3952.5256.1253.6646.5978.75 Average Loss-7.72-10.79-14.20-18.15-23.33-29.82-35.29-33.76-26.96 Best Period47.0971.92148.64145.91105.15180.36206.54204.12176.52 Worst Period-22.21-32.94-38.02-41.96-47.67-53.47-60.62-66.60-56.30 Standard Deviation11.9320.0729.5641.5742.8350.6755.7453.0866.77 Gain Standard Deviation10.0218.5930.6840.8428.8535.9242.8542.7659.85 Loss Standard Deviation6.027.458.7210.1813.0313.3318.0520.8512.32 Sharpe Ratio (1%)0.070.110.120.150.140.190.160.150.23 Average Gain / Average Loss1.231.741.882.612.251.881.521.382.92 Profit / Loss Ratio1.241.431.511.651.541.751.711.822.36 Downside Deviation (10%)7.1110.4613.9819.7925.8430.3837.1539.1741.97 Downside Deviation (5%)6.929.8512.6916.9621.5724.8028.9928.3025.50 Downside Deviation (0%)6.889.6912.3816.2720.5523.4727.1225.9821.99 Sortino Ratio (10%)0.070.130.110.110.000.04-0.11-0.25-0.17 Sortino Ratio (5%)0.120.230.280.370.280.390.300.280.60 Sortino Ratio (0%)0.140.260.330.440.370.490.440.460.92 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 7 0.00 9/2019 IASG CTA Index Month 2 24.84 8/2019 Trend Following Strategy Index Month 2 24.84 8/2019 Diversified Trader Index Month 2 24.84 8/2019 Systematic Trader Index Month 2 24.84 8/2019 Trend Following Strategy Index Month 4 5.93 5/2019 Diversified Trader Index Month 6 5.93 5/2019 Systematic Trader Index Month 8 5.93 5/2019 Diversified Trader Index Month 8 5.09 4/2019 IASG CTA Index Month 8 5.09 4/2019 Trend Following Strategy Index Month 6 5.09 4/2019 Systematic Trader Index Month 7 5.09 4/2019 IASG CTA Index Month 8 5.09 4/2019 Systematic Trader Index Month 7 5.09 4/2019 Diversified Trader Index Month 8 5.09 4/2019 Trend Following Strategy Index Month 6 5.09 4/2019 Systematic Trader Index Month 2 8.24 2/2019 Systematic Trader Index Month 2 8.24 2/2019 Systematic Trader Index Month 2 8.24 2/2019 Trend Following Strategy Index Month 2 8.24 2/2019 Trend Following Strategy Index Month 2 8.24 2/2019 Trend Following Strategy Index Month 2 8.24 2/2019 Diversified Trader Index Month 2 8.24 2/2019 Diversified Trader Index Month 2 8.24 2/2019 Diversified Trader Index Month 2 8.24 2/2019 IASG CTA Index Month 2 8.24 2/2019 IASG CTA Index Month 2 8.24 2/2019 IASG CTA Index Month 2 8.24 2/2019 Systematic Trader Index Month 3 8.24 2/2019 Diversified Trader Index Month 3 8.24 2/2019 Trend Following Strategy Index Month 3 8.24 2/2019 IASG CTA Index Month 3 8.24 2/2019 IASG CTA Index Month 3 14.22 8/2018 Trend Following Strategy Index Month 3 14.22 8/2018 Diversified Trader Index Month 3 14.22 8/2018 Systematic Trader Index Month 3 14.22 8/2018 Diversified Trader Index Month 5 4.52 6/2018 Trend Following Strategy Index Month 3 4.52 6/2018 IASG CTA Index Month 9 4.52 6/2018 Systematic Trader Index Month 7 4.52 6/2018 IASG CTA Index Month 2 17.56 1/2018 Diversified Trader Index Month 2 17.56 1/2018 Trend Following Strategy Index Month 2 17.56 1/2018 Systematic Trader Index Month 2 17.56 1/2018 Trend Following Strategy Index Month 2 3.96 11/2017 Systematic Trader Index Month 4 3.96 11/2017 IASG CTA Index Month 4 3.96 11/2017 Diversified Trader Index Month 2 3.96 11/2017 Trend Following Strategy Index Month 9 7.44 10/2017 Trend Following Strategy Index Month 7 1.06 10/2016 IASG CTA Index Month 1 18.18 4/2016 Systematic Trader Index Month 2 18.18 4/2016 Trend Following Strategy Index Month 2 18.18 4/2016 Diversified Trader Index Month 2 18.18 4/2016 IASG CTA Index Month 6 10.72 11/2015 Trend Following Strategy Index Month 8 10.72 11/2015 Diversified Trader Index Month 8 10.72 11/2015 Systematic Trader Index Month 9 10.72 11/2015 IASG CTA Index Month 6 13.30 7/2015 Diversified Trader Index Month 5 13.30 7/2015 Systematic Trader Index Month 4 13.30 7/2015 Trend Following Strategy Index Month 5 13.30 7/2015 Trend Following Strategy Index Month 4 19.39 1/2015 Diversified Trader Index Month 5 19.39 1/2015 IASG CTA Index Month 6 19.39 1/2015 Systematic Trader Index Month 5 19.39 1/2015 IASG CTA Index Year Rolling 3 87.49 2013 - 2014 Diversified Trader Index Month 9 14.64 11/2014 Trend Following Strategy Index Month 9 14.64 11/2014 IASG CTA Index Month 9 14.64 11/2014 Systematic Trader Index Month 10 14.64 11/2014 Trend Following Strategy Index Month 1 32.20 9/2014 IASG CTA Index Month 2 32.20 9/2014 Diversified Trader Index Month 1 32.20 9/2014 Systematic Trader Index Month 1 32.20 9/2014 Diversified Trader Index Month 1 11.00 6/2014 Systematic Trader Index Month 1 11.00 6/2014 Trend Following Strategy Index Month 1 11.00 6/2014 IASG CTA Index Month 2 11.00 6/2014 Trend Following Strategy Index Month 2 6.76 3/2014 IASG CTA Index Month 6 6.76 3/2014 Diversified Trader Index Month 5 6.76 3/2014 Systematic Trader Index Month 5 6.76 3/2014 Trend Following Strategy Index Month 10 2.81 1/2014 Trend Following Strategy Index Month 8 3.25 8/2013 Diversified Trader Index Month 4 9.36 6/2013 IASG CTA Index Month 4 9.36 6/2013 Trend Following Strategy Index Month 2 9.36 6/2013 Systematic Trader Index Month 2 9.36 6/2013 Systematic Trader Index Month 8 6.16 5/2013 Trend Following Strategy Index Month 7 6.16 5/2013 Diversified Trader Index Month 10 6.16 5/2013 Trend Following Strategy Index Month 8 3.14 8/2012 Trend Following Strategy Index Month 9 10.47 7/2012 IASG CTA Index Month 4 11.77 2/2012 Trend Following Strategy Index Month 4 11.77 2/2012 Diversified Trader Index Month 4 11.77 2/2012 Systematic Trader Index Month 4 11.77 2/2012 Trend Following Strategy Index Month 4 17.02 8/2011 Diversified Trader Index Month 3 17.02 8/2011 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel